Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence
Balaban, Ercan, Ozgen, Tolga, Girgin, Mehmet SencerVolume:
508
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.05.019
Date:
October, 2018
File:
PDF, 284 KB
english, 2018